Re: st: double hurdle model with Fractional logit second stage estimation

[Jeph Herrin <stata@spandrel.net>]

Look at

   ssc describe tpm

hth,
Jeph


On 5/6/2013 7:29 AM, Beatrice Muriithi wrote:
> Hey,
>
> I have case of sample selection for which i would wish to use double hurdle model. The dependent variable for the first
> stage is a discrete variable therefore i can use Probit model. The dependent variable for the second stage is fractional
> response variable (contains 0-100  - percent). Is it ok if i use GLM (applied mainly for fractional response variable
> problem) in the second stage? and if yes, is there a do program that can assist me in this procedure to get the correct
> standard errors accounting for the first stage estimation?
>
> Thank you
> Muriithi
> Universität Bonn
>
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